Futures contract collateralization and its implications
Robert A. Jarrow, Simon S. Kwok
| Year of publication: |
2023
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|---|---|
| Authors: | Jarrow, Robert A. ; Kwok, Simon Sai Man |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 74.2023, p. 1-25
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| Subject: | Collateral | Commodity futures | Correlation | Futures return | Leverage | Kreditsicherung | Rohstoffderivat | Commodity derivative | Derivat | Derivative | Warenbörse | Commodity exchange | Korrelation | Kreditrisiko | Credit risk | Futures |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2023.101422 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014477096